| Trading Metrics calculated at close of trading on 04-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1,948.9 |
1,938.0 |
-10.9 |
-0.6% |
1,973.9 |
| High |
1,956.6 |
1,956.6 |
0.0 |
0.0% |
2,001.2 |
| Low |
1,927.2 |
1,921.6 |
-5.6 |
-0.3% |
1,921.6 |
| Close |
1,937.8 |
1,934.3 |
-3.5 |
-0.2% |
1,934.3 |
| Range |
29.4 |
35.0 |
5.6 |
19.0% |
79.6 |
| ATR |
44.6 |
43.9 |
-0.7 |
-1.5% |
0.0 |
| Volume |
303,029 |
304,742 |
1,713 |
0.6% |
1,490,361 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,042.5 |
2,023.4 |
1,953.6 |
|
| R3 |
2,007.5 |
1,988.4 |
1,943.9 |
|
| R2 |
1,972.5 |
1,972.5 |
1,940.7 |
|
| R1 |
1,953.4 |
1,953.4 |
1,937.5 |
1,945.5 |
| PP |
1,937.5 |
1,937.5 |
1,937.5 |
1,933.5 |
| S1 |
1,918.4 |
1,918.4 |
1,931.1 |
1,910.5 |
| S2 |
1,902.5 |
1,902.5 |
1,927.9 |
|
| S3 |
1,867.5 |
1,883.4 |
1,924.7 |
|
| S4 |
1,832.5 |
1,848.4 |
1,915.1 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,191.2 |
2,142.3 |
1,978.1 |
|
| R3 |
2,111.6 |
2,062.7 |
1,956.2 |
|
| R2 |
2,032.0 |
2,032.0 |
1,948.9 |
|
| R1 |
1,983.1 |
1,983.1 |
1,941.6 |
1,967.8 |
| PP |
1,952.4 |
1,952.4 |
1,952.4 |
1,944.7 |
| S1 |
1,903.5 |
1,903.5 |
1,927.0 |
1,888.2 |
| S2 |
1,872.8 |
1,872.8 |
1,919.7 |
|
| S3 |
1,793.2 |
1,823.9 |
1,912.4 |
|
| S4 |
1,713.6 |
1,744.3 |
1,890.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,001.2 |
1,921.6 |
79.6 |
4.1% |
32.3 |
1.7% |
16% |
False |
True |
298,072 |
| 10 |
2,001.2 |
1,908.4 |
92.8 |
4.8% |
40.8 |
2.1% |
28% |
False |
False |
319,421 |
| 20 |
2,060.8 |
1,874.2 |
186.6 |
9.6% |
50.3 |
2.6% |
32% |
False |
False |
344,731 |
| 40 |
2,089.2 |
1,819.3 |
269.9 |
14.0% |
42.5 |
2.2% |
43% |
False |
False |
245,930 |
| 60 |
2,089.2 |
1,724.6 |
364.6 |
18.8% |
36.8 |
1.9% |
58% |
False |
False |
168,537 |
| 80 |
2,089.2 |
1,690.1 |
399.1 |
20.6% |
35.0 |
1.8% |
61% |
False |
False |
127,864 |
| 100 |
2,089.2 |
1,670.3 |
418.9 |
21.7% |
34.7 |
1.8% |
63% |
False |
False |
103,175 |
| 120 |
2,089.2 |
1,468.0 |
621.2 |
32.1% |
37.9 |
2.0% |
75% |
False |
False |
86,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,105.4 |
|
2.618 |
2,048.2 |
|
1.618 |
2,013.2 |
|
1.000 |
1,991.6 |
|
0.618 |
1,978.2 |
|
HIGH |
1,956.6 |
|
0.618 |
1,943.2 |
|
0.500 |
1,939.1 |
|
0.382 |
1,935.0 |
|
LOW |
1,921.6 |
|
0.618 |
1,900.0 |
|
1.000 |
1,886.6 |
|
1.618 |
1,865.0 |
|
2.618 |
1,830.0 |
|
4.250 |
1,772.9 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,939.1 |
1,951.0 |
| PP |
1,937.5 |
1,945.4 |
| S1 |
1,935.9 |
1,939.9 |
|